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Environmental Science and Engineering
Subseries: Environmental Science
Series Editors: R. Allan • U. Förstner • W. Salomons
Michel De Lara · Luc Doyen

Sustainable Management
of Natural Resources
Mathematical Models and Methods
Michel De Lara Luc Doyen
Universite Paris-Est, CERMICS Centre National de la Recherche Scientifique
6-8 avenue Blaise Pascal CERSP, Muséum National d’Histoire Naturelle
77455 Marne la Vallee Cedex 2 55 rue Buffon
France France 75005 Paris
delara@cermics.enpc.fr lucdoyen@mnhn.fr

ISBN: 978-3-540-79073-0 e-ISBN: 978-3-540-79074-7

Environmental Science and Engineering ISSN: 1863-5520

Library of Congress Control Number: 2008928724


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Preface

Nowadays, environmental issues including air and water pollution, climate

change, overexploitation of marine ecosystems, exhaustion of fossil resources,
conservation of biodiversity are receiving major attention from the public,
stakeholders and scholars from the local to the planetary scales. It is now
clearly recognized that human activities yield major ecological and environ-
mental stresses with irreversible loss of species, destruction of habitat or cli-
mate catastrophes as the most dramatic examples of their effects. In fact, these
anthropogenic activities impact not only the states and dynamics of natural
resources and ecosystems but also alter human health, well-being, welfare and
economic wealth since these resources are support features for human life.
The numerous outputs furnished by nature include direct goods such as food,
drugs, energy along with indirect services such as the carbon cycle, the water
cycle and pollination, to cite but a few. Hence, the various ecological changes
our world is undergoing draw into question our ability to sustain economic
production, wealth and the evolution of technology by taking natural systems
into account.
The concept of “sustainable development” covers such concerns, although
no universal consensus exists about this notion. Sustainable development em-
phasizes the need to organize and control the dynamics and the complex in-
teractions between man, production activities, and natural resources in order
to promote their coexistence and their common evolution. It points out the
importance of studying the interfaces between society and nature, and espe-
cially the coupling between economics and ecology. It induces interdisciplinary
scientific research for the assessment, the conservation and the management
of natural resources.
This monograph, Sustainable Management of Natural Resources, Mathe-
matical Models and Methods, exhibits and develops quantitative and formal
links between issues in sustainable development, decisions and precautionary
problems in the management of natural resources. The mathematical and nu-
merical models and methods rely on dynamical systems and on control theory.
VI Preface

The basic concerns taken into account include management of fisheries, agri-
culture, biodiversity, exhaustible resources and pollution.
This book aims at reconciling economic and ecological dimensions through
a common modeling framework to cope with environmental management prob-
lems from a perspective of sustainability. Particular attention is paid to multi-
criteria issues and intergenerational equity.
Regarding the interdisciplinary goals, the models and methods that we
present are restricted to the framework of discrete time dynamics in order to
simplify the mathematical content. This approach allows for a direct entry
into ecology through life-cycles, age classes and meta-population models. In
economics, such a discrete time dynamic approach favors a straightforward
account of the framework of decision-making under uncertainty. In the same
vein, particular attention has been given to exhibiting numerous examples,
together with many figures and associated computer programs (written in
Scilab, a free scientific software). The main approaches presented in the book
are equilibrium and stability, viability and invariance, intertemporal optimal-
ity ranging from discounted utilitarian to Rawlsian criteria. For these meth-
ods, both deterministic, stochastic and robust frameworks are examined. The
case of imperfect information is also introduced at the end. The book mixes
well known material and applications, with new insights, especially from via-
bility and robust analysis.
This book targets researchers, university lecturers and students in ecology,
economics and mathematics interested in interdisciplinary modeling related
to sustainable development and management of natural resources. It is drawn
from teachings given during several interdisciplinary French training sessions
dealing with environmental economics, ecology, conservation biology and en-
gineering. It is also the product of numerous scientific contacts made possible
by the support of French scientific programs: GDR COREV (Groupement de
recherche contrôle des ressources vivantes), ACI Ecologie quantitative, IFB-
GICC (Institut français de la biodiversité - Gestion et impacts changement cli-
matique), ACI MEDD (Modélisation économique du développement durable),
ANR Biodiversité (Agence nationale de la recherche).
We are grateful to our institutions CNRS (Centre national de la recherche
scientifique) and ENPC (École nationale des ponts et chaussées) for provid-
ing us with shelter, financial support and an intellectual environment, thus
displaying the conditions for the development of our scientific work within
the framework of extensive scientific freedom. Such freedom has allowed us to
explore some unusual or unused roads.
The contribution of C. Lobry in the development of the French network
COREV (Outils et modèles de l’automatique dans l’étude de la dynamique
des écosystèmes et du contrôle des ressources renouvelables) comprising biol-
ogists and mathematicians is important. We take this opportunity to thank
him and express our gratitude for so many interesting scientific discussions.
At INRIA (Institut national de recherche en informatique et automatique)
in Sophia-Antipolis, J.-L. Gouzé and his collaborators have been active in
 Preface VII

developing research and continue to influence our ideas on the articulation

of ecology, mathematics and the framework of dynamic systems and control
theory. At the Université Paris-Dauphine, we are much indebted to the very
active team of mathematicians headed by J.-P. Aubin, who participated in
the CEREMADE (Centre De Recherche en Mathématiques de la Décision)
and CRVJC (Centre de Recherche Viabilité-Jeux-Contrôle) who significantly
influenced our work on control problems and mathematical modeling and
decision-making methods: D. Gabay deserves special acknowledgment regard-
ing natural resource issues. At École nationale supérieure des mines de Paris,
we are quite indebted to the team of mathematicians and automaticians at
CAS (Centre automatique et systèmes) who developed a very creative en-
vironment for exploring mathematical methods devoted to real life control
problems. We are particularly grateful to the influence of J. Lévine, and his
legitimate preoccupation with developing methods adapted and pertinent to
given applied problems. At ENPC, CERMICS (Centre d’enseignement et de
recherche en mathématiques et calcul scientifique) hosts the SOWG team (Sys-
tems and Optimisation Working Group), granting freedom to explore applied
paths in the mathematics of sustainable management. Our friend and col-
league J.-P. Chancelier deserves a special mention for his readiness in helping
us write Scilab codes and develop practical works available over the internet.
The CMM (Centro de Modelamiento Matemático) in Santiago de Chile has
efficiently supported the development of an activity in mathematical methods
for the management of natural resources. It is a pleasure to thank our col-
leagues there for the pleasant conditions of work, as well as new colleagues in
Peru now contributing to such development. A nice discussion with J. D. Mur-
ray was influential in devoting substantial content to uncertainty issues.
At CIRED (Centre international de recherche sur l’environnement et le
développement), we are grateful to O. Godard and J.-C. Hourcade for all we
learnt and understood through our contact with them regarding environmen-
tal economics and the importance of action timing and uncertainties. Our
colleagues J.-C. Pereau, G. Rotillon and K. Schubert deserve special thanks
for all the sound advice and challenging discussions concerning environmental
economics and bio-economics to which this book owes so much.
Regarding biodiversity management, the stimulating interest and support
shown for our work and modeling activities by J. Weber at IFB (Institut
français de la biodiversité) has constituted a major motivation. For the mod-
eling in fisheries management and marine biodiversity, it is a pleasure to thank
F. Blanchard, M.-J. Rochet and O. Thébaud at IFREMER (Institut français
de recherche pour l’exploitation de la mer) for their active investment in im-
porting control methods in the field. We also thank J. Ferraris at IRD (Institut
de recherche pour le développement). The cooperation with S. Planes (CNRS
and École pratique des hautes études) has always been fruitful and pleasant.
The contributions of C. Béné (World Fish Center) are major and scattered
throughout several parts of this monograph.
VIII Preface

At INRA (Institut national de recherche en agriculture), a very special

thanks to M. Tichit and F. Léger for fruitful collaboration despite the com-
plexity of agro-environmental topics. A. Rapaport deserves special mention
for his long investment in control methods in the field of renewable resources
management. At MNHN (Muséum national d’histoire naturelle), and espe-
cially within the Department Écologie et gestion de la biodiversité , we want
to point out the support of R. Barbault and D. Couvet. Their interest in dy-
namic control and co-viability approaches for the management of biodiversity
was very helpful. At CEMAGREF, we thank our colleague J.-P. Terreaux. At
ENPC, the CEREVE (Centre d’enseignement et de recherche eau ville en-
vironnement) has been a laboratory for confronting environmental problems
and mathematical methods with various researchers. Those at the Ministère
de l’Équipement and at the Ministère de l’Environnement, who have allowed,
encouraged and helped the development of interdisciplinary activities are too
numerous to be thanked individually.
The very active and fruitful role played by young PhD and postdoc re-
searchers such as P. Ambrosi, P. Dumas, L. Gilotte, T. Guilbaud, J.-O. Irisson
and V. Martinet should be emphasized. Without the enthusiasm and work of
young Master’s students like F. Barnier, M. Bosseau, J. Bourgoin, I. Bouzidi,
A. Daghiri, M. C. Druesne, L. Dun, C. Guerbois, C. Lebreton, A. Le Van,
A. Maure, T. Mahé, P. Rabbat, M. Sbai, M.-E. Sebaoun, R. Sabatier, L. Ton
That, J. Trigalo, this monograph would not have been the same. We thank
them for helping us explore new tracks and developing Scilab codes.

Paris, Michel De Lara

April 2008 Luc Doyen
Contents

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

2 Sequential decision models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.1 Exploitation of an exhaustible resource . . . . . . . . . . . . . . . . . . . . . 16
2.2 Assessment and management of a renewable resource . . . . . . . . 17
2.3 Mitigation policies for carbon dioxyde emissions . . . . . . . . . . . . . 24
2.4 A trophic web and sustainable use values . . . . . . . . . . . . . . . . . . . 27
2.5 A forestry management model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.6 A single species age-classified model of fishing . . . . . . . . . . . . . . . 31
2.7 Economic growth with an exhaustible natural resource . . . . . . . 35
2.8 An exploited metapopulation and protected area . . . . . . . . . . . . 37
2.9 State space mathematical formulation . . . . . . . . . . . . . . . . . . . . . . 38
2.10 Open versus closed loop decisions . . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.11 Decision tree and the “curse of the dimensionality” . . . . . . . . . . 46

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

3 Equilibrium and stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

3.1 Equilibrium states and decisions . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
3.2 Some examples of equilibria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
3.3 Maximum sustainable yield, private property, common
property, open access equilibria . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.4 Stability of a stationary open loop equilibrium state . . . . . . . . . 60
3.5 What about stability for MSE, PPE and CPE? . . . . . . . . . . . . . . 63
3.6 Open access, instability and extinction . . . . . . . . . . . . . . . . . . . . . 66
3.7 Competition for a resource: coexistence vs exclusion . . . . . . . . . 68

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
X Contents

4 Viable sequential decisions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

4.1 The viability problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
4.2 Resource management examples under viability constraints . . . 76
4.3 The viability kernel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
4.4 Viability in the autonomous case . . . . . . . . . . . . . . . . . . . . . . . . . . 83
4.5 Viable control of an invasive species . . . . . . . . . . . . . . . . . . . . . . . . 86
4.6 Viable greenhouse gas mitigation . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.7 A bioeconomic precautionary threshold . . . . . . . . . . . . . . . . . . . . . 90
4.8 The precautionary approach in fisheries management . . . . . . . . . 95
4.9 Viable forestry management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
4.10 Invariance or strong viability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

5 Optimal sequential decisions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107

5.1 Problem formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
5.2 Dynamic programming for the additive payoff case . . . . . . . . . . . 112
5.3 Intergenerational equity for a renewable resource . . . . . . . . . . . . 115
5.4 Optimal depletion of an exhaustible resource . . . . . . . . . . . . . . . . 117
5.5 Over-exploitation, extinction and inequity . . . . . . . . . . . . . . . . . . 119
5.6 A cost-effective approach to CO2 mitigation . . . . . . . . . . . . . . . . 122
5.7 Discount factor and extraction path of an open pit mine . . . . . . 125
5.8 Pontryaguin’s maximum principle for the additive case . . . . . . . 131
5.9 Hotelling rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
5.10 Optimal management of a renewable resource . . . . . . . . . . . . . . . 136
5.11 The Green Golden rule approach . . . . . . . . . . . . . . . . . . . . . . . . . . 139
5.12 Where conservation is optimal . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
5.13 Chichilnisky approach for exhaustible resources . . . . . . . . . . . . . 141
5.14 The “maximin” approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
5.15 Maximin for an exhaustible resource . . . . . . . . . . . . . . . . . . . . . . . 148

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151

6 Sequential decisions under uncertainty . . . . . . . . . . . . . . . . . . . . . 153

6.1 Uncertain dynamic control system . . . . . . . . . . . . . . . . . . . . . . . . . 154
6.2 Decisions, solution map and feedback strategies . . . . . . . . . . . . . 157
6.3 Probabilistic assumptions and expected value . . . . . . . . . . . . . . . 158
6.4 Decision criteria under uncertainty . . . . . . . . . . . . . . . . . . . . . . . . 160
6.5 Management of multi-species harvests . . . . . . . . . . . . . . . . . . . . . . 161
6.6 Robust agricultural land-use and diversification . . . . . . . . . . . . . 162
6.7 Mitigation policies for uncertain carbon dioxyde emissions . . . . 163
6.8 Economic growth with an exhaustible natural resource . . . . . . . 166

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
 Contents XI

7 Robust and stochastic viability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171

7.1 The uncertain viability problem . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
7.2 The robust viability problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
7.3 Robust agricultural land-use and diversification . . . . . . . . . . . . . 175
7.4 Sustainable management of marine ecosystems through
protected areas: a coral reef case study . . . . . . . . . . . . . . . . . . . . . 178
7.5 The stochastic viability problem . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
7.6 From PVA to CVA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191

8 Robust and stochastic optimization . . . . . . . . . . . . . . . . . . . . . . . . 193

8.1 Dynamics, constraints, feedbacks and criteria . . . . . . . . . . . . . . . 194
8.2 The robust optimality problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
8.3 The robust additive payoff case . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
8.4 Robust harvest of a renewable resource over two periods . . . . . . 199
8.5 The robust “maximin” approach . . . . . . . . . . . . . . . . . . . . . . . . . . 200
8.6 The stochastic optimality problem . . . . . . . . . . . . . . . . . . . . . . . . . 201
8.7 Stochastic management of a renewable resource . . . . . . . . . . . . . 205
8.8 Optimal expected land-use and specialization . . . . . . . . . . . . . . . 210
8.9 Cost-effectiveness of grazing and bird community
management in farmland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219

9 Sequential decision under imperfect information . . . . . . . . . . . 221

9.1 Intertemporal decision problem with imperfect observation . . . . 221
9.2 Value of information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
9.3 Precautionary catches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
9.4 Information effect in climate change mitigation . . . . . . . . . . . . . . 229
9.5 Monotone variation of the value of information and
precautionary effect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
9.6 Precautionary effect in climate change mitigation . . . . . . . . . . . . 233

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235

A Appendix. Mathematical Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . 237

A.1 Mathematical proofs of Chap. 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
A.2 Mathematical proofs of Chap. 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
A.3 Mathematical proofs of Chap. 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
A.4 Robust and stochastic dynamic programming equations . . . . . . 248
A.5 Mathematical proofs of Chap. 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
A.6 Mathematical proofs of Chap. 8 . . . . . . . . . . . . . . . . . . . . . . . . . . 253
A.7 Mathematical proofs of Chap. 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . 254

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261

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